Confidence interval for a partially identified parameter (alias)

"Frequentist bound with valid coverage" and "confidence interval for a partially identified parameter" are both the Imbens-Manski (2004) equation (6) interval. This name forwards to Bndfre; it is not a second implementation.

Usage

Bnscrf(lower, upper, alpha = 0.05)

Arguments

lower, upper

Replicated estimates of the two bounds.

alpha

Miss probability, default 0.05.

Value

The payload of Bndfre, with method naming this entry point.

References

Imbens, G. W. and Manski, C. F. (2004). Confidence intervals for partially identified parameters. Econometrica 72(6), 1845-1857, equation (6). doi:10.1111/j.1468-0262.2004.00555.x .

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Bnscrf(V, V)
#> $lower
#> [1] 2.802621
#> 
#> $upper
#> [1] 6.197379
#> 
#> $width
#> [1] 3.394757
#> 
#> $c
#> [1] 1.959964
#> 
#> $z_one_sided
#> [1] 1.644854
#> 
#> $z_two_sided
#> [1] 1.959964
#> 
#> $delta
#> [1] 0
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "Confidence interval for partially identified parameter"
#> 
#> attr(,"class")
#> [1] "morie_rich_result" "list"